EC 1302 PROBABILITY AND RANDOM PROCESS

Module I
Random Variables - Discrete and continuous random variables - Probability density functions and distribution
functions - Mathematical Expectations - Properties - Mean and Variance -Joint moments, Moment-generating and
characteristic functions and their applications, conditional expectation; covariance and correlation; independent,
uncorrelated and orthogonal random variables, covariance matrix and properties- Central limit theorem. Some
special distributions: Uniform, Gaussian and Rayleigh distributions; Binomial, and Poisson distributions;
Multivariate Gaussian distribution. Vector-space representation of random variables, linear independence, inner
product, Schwarz Inequality
Module II
Random processes - Classification of random processes and examples - Continuous random process - Discrete
random process - Continuous random sequence - Discrete random sequence - Stationary process and evolutionary
process - Strict sense stationary process - Wide sense stationary process - Auto correlation, auto covariance and
cross correlation - Their relation, properties and problems - Poisson process - Mean, variance, autocorrelation of the
Poisson process - Properties
Module III
Markov process - Classification of Markov process - Markov chain - Transition probability matrix. Ergodic process
- Time average of random process - Power spectral density and its properties - Spectral representation of real WSS
process - Wiener-Khinchin Theorem - Calculation of spectral density given the autocorrelation function
Module IV
Linear time invariant systems - WSS process as input, stationarity of the output, auto-correlation and power-spectral
density of the output; examples with white-noise as input to the analog communication coherent & non coherent
receiver (AM, FM & PM)
References:
1. Papoulis and S.U. Pillai , Probability, random variable and stochastic processes , Tata McGraw Hill, 4/e,
2002, ISBN-: 978-0071226615
2. Stark and Woods, Probability and Random processes with Application to Signal Processing, Pearson
Education, 3/e,2002, ISBN 978-81-7758-356-4
3. Sam Shanmugam, Random signals: Detection ,Estimation and Data analysis, John Wiley,1/e, 1988, ISBN:
978-0-471-81555-6
4. F M Dekking , C K Kraaikamp, L E Meester , A Modern Introduction to Probability and Statics
Understanding Why and How, Springer , 1/e ,2005 ,ISBN 978-1-85233-896-1
5. Leon Garcia, Probability and Random process for Electrical Engineers, Pearson Education ,2/e, 1994
6. Dougherty, Random Process for Image and Signal Processing , Prentice hall of India , ISBN: 81-2032334-3
7. Wim C van Etten, Introduction to random Signal and noise, Wiley India, 1/e, 2005 ISBN 978-81-265-2652163-0
8. Richard A. Johnson, Miller &Freuds, Probability And Statistics For Engineers, PHI Publications ,7/e ,
2008, ISBN 978-01-3143-745-6
9. Peebles, Probability Random Variables and Random signal principles,TataMcGrawHill ,4/e, 200l
Type of Questions for University Examination
Q1. Eight short answer questions of 5 marks each with two questions from each of the four modules.
Q2 to Q5 : Two questions A & B of 15 marks from each module with option to answer either A or B.